DZ Bank Call 13.5 XCA 21.06.2024
/ DE000DJ69G40
DZ Bank Call 13.5 XCA 21.06.2024/ DE000DJ69G40 /
| 2024-06-05 2:35:01 PM |
Chg.-0.060 |
Bid2:47:08 PM |
Ask2:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-4.62% |
1.240
Bid Size: 50,000 |
1.250
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ69G4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
1.22 |
| Time value: |
0.18 |
| Break-even: |
14.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
7.69% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
8.60 |
| Rho: |
0.00 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.150 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.78% |
| 1 Month |
|
|
-5.34% |
| 3 Months |
|
|
+629.41% |
| YTD |
|
|
+163.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.300 |
| 1M High / 1M Low: |
2.420 |
1.300 |
| 6M High / 6M Low: |
2.420 |
0.130 |
| High (YTD): |
2024-05-17 |
2.420 |
| Low (YTD): |
2024-02-16 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.770 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.27% |
| Volatility 6M: |
|
213.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
